+62.6%
QLD vs W
-55.2%
+117.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.2% | -4.5% | -10.0% |
| 7D | -18.6% | -5.6% | -12.9% | -16.9% |
| 30D | -28.3% | +7.5% | -35.8% | -30.0% |
| 3M | -20.4% | +5.4% | -25.8% | -22.1% |
| 6M | -14.3% | +79.4% | -93.7% | -31.5% |
| YTD | +2.8% | +12.9% | -10.2% | -6.0% |
| 1Y | -1.2% | +12.4% | -13.6% | -10.2% |
| 3Y | +135.3% | +128.5% | +6.8% | +46.3% |
| 5Y | +62.6% | -54.0% | +116.5% | +40.5% |
| All | +62.6% | -55.2% | +117.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling